Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Year of publication: |
1992
|
---|---|
Authors: | Dufour, J.M. ; Renault, E. |
Institutions: | Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE) |
Subject: | econometrics | economic models |
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